YC - Financial market data - yield curve

The Yield Curve section provides the results of the daily estimation of euro area government bond yield curves. The ECB estimates government bond yield curves for the euro area. It also derives forward and par yield curves for each estimated curve. The euro area yield curves are published on a daily basis at noon on the ECB website.

Source agency

European Central Bank (ECB)

Data category

Financial markets data - Yield Curve

Short presentation of data items

Yield curves are estimated by the ECB based on debt securities issued by euro area governments in euro.

Analytical framework

Selection criteria and outlier detection are applied to raw data before the estimation. The estimation foolws the Svensson methodology. More information available from the Technical Notes here: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html

National currency

EUR

Types of data source

Prices and yields of government bonds are provided on a daily basis by EuroMTS, ratings are provided by Fitch Ratings.